Hello. If videogames about ocean themes are considered to be fitting here even if they are no mermaid in it i'm quite surprise that there is no mention of Ecco the Dolphin, sure it's a retro game but it's a very good and enjoyable classic. It's about a dolphin who lives a series of mysterious events and go on an adventure in the ocean to understand them and then a lot of stuff happens with Atlantis, time-travel and aliens and your dolphin is very heroic. That's already a little bit spoiling maybe but hey it's a 1992 classic so maybe that's not that much of a problem.
Also there is Azura in Fire Emblem Fates, fitting name, blue hair, blue dress, strong connexion with water, class : singer, enchanting voice with the magic power of cancel maledictions and that beautiful soothing song : https://www.youtube.com/watch?v=do5NTPLMqXQ , seriously i think even if she is not as i remember at least ever call a mermaid to me she feels like damn close.
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